Continuity mistake: When Jon and the others emerge onto the other side of the wall, there are 4 people with torches. Pay attention to the one at the back on the screen left. He has his torch in his left hand in this shot, but as the shot changes to the front he now has his torch in his right hand. (00:44:30)
Continuity mistake: When Jon is taking his vow at the tree, the red markings on the tree change between shots. 2 single lines become joined, and a third single line becomes less smudged. (00:45:00)
Continuity mistake: When the group of men emerge at the other side of the wall, the last man with a torch has it held vertically. Camera cuts and now it is held at around a 45 degree angle. (00:44:30)
Continuity mistake: When Jorah gets his royal pardon, the wax seal is hanging freely. Camera changes and now the wax seal is resting on his fingers. (00:31:00)
Answer: Daenerys and her allies don't just want to kill Cersei, they want to claim King's Landing and free her people from Cersei's grip. The problem is the people of Essos viewed Daenerys as a liberator but the people of Westeros view her as an outsider and usurper. They would never follow Daenerys if she had Cersei assassinated. That is Daenerys' dilemma, she certainly has the ability to wipe Cersei out and obliterate her armies but doing so would make her a tyrant. Which as it turns out is exactly what happens.
BaconIsMyBFF
But no-one has to know that Cersei was assassinated. Arya has the ability to impersonate anyone she kills, so she could pretend to be Cersei afterwards and profess to the citizens of King's Landing that she has yielded the throne to Danaerys and that she is going into exile.
Phaneron ★
That plan would be incredibly suspicious. Knowing what they know of Cersei it is highly unlikely the people of King's Landing would believe that she would accept defeat so easily and then voluntarily exile herself, never to be heard from again. In order for that to work, all of Cersei's advisers and closest allies would have to be similarly eliminated, or they would have to be on board with the exile plan. If they are all killed it sort of makes it obvious that something is amiss. There's no way they would be fooled by Cersei suddenly doing a 180 and completely changing her personality by accepting defeat without a fight. If any part of this plan goes wrong then Daenerys would look worse than just an assassin, she would also be deceitful to the people she hopes will willingly accept her rule.
BaconIsMyBFF